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HYDB vs. HYLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYDB vs. HYLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares High Yield Bond Factor ETF (HYDB) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYDB achieves a 1.32% return, which is significantly lower than HYLB's 1.53% return.


HYDB

1D
-0.21%
1M
0.39%
YTD
1.32%
6M
1.87%
1Y
7.20%
3Y*
9.11%
5Y*
4.67%
10Y*

HYLB

1D
-0.18%
1M
0.38%
YTD
1.53%
6M
2.00%
1Y
6.87%
3Y*
8.72%
5Y*
4.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYDB vs. HYLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYDB
iShares High Yield Bond Factor ETF
1.32%8.10%9.11%14.02%-9.99%5.14%7.39%16.13%-3.18%3.38%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
1.53%8.74%8.14%12.03%-10.80%3.94%5.04%14.06%-1.80%1.47%

Correlation

The correlation between HYDB and HYLB is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2017

0.87

The correlation between HYDB and HYLB has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.

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Return for Risk

HYDB vs. HYLB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HYDB
HYDB Risk / Return Rank: 5757
Overall Rank
HYDB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HYDB Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYDB Omega Ratio Rank: 5959
Omega Ratio Rank
HYDB Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYDB Martin Ratio Rank: 6262
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 6060
Overall Rank
HYLB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 5959
Sortino Ratio Rank
HYLB Omega Ratio Rank: 5959
Omega Ratio Rank
HYLB Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYLB Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HYDB vs. HYLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares High Yield Bond Factor ETF (HYDB) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


HYDBHYLBDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.55

3.04

-0.48

Martin ratioReturn relative to average drawdown

11.30

13.06

-1.77

HYDB vs. HYLB - Sharpe Ratio Comparison

The current HYDB Sharpe Ratio is 1.91, which is comparable to the HYLB Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of HYDB and HYLB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HYDBHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.86

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.54

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.58

+0.13

Drawdowns

HYDB vs. HYLB - Drawdown Comparison

The maximum HYDB drawdown since its inception was -21.58%, smaller than the maximum HYLB drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for HYDB and HYLB.


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Drawdown Indicators


HYDBHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-21.58%

-22.91%

+1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-2.27%

-0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-5.58%

-4.51%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

-15.54%

+1.26%

Current Drawdown

Current decline from peak

-0.21%

-0.19%

-0.02%

Average Drawdown

Average peak-to-trough decline

-2.39%

-2.43%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.53%

+0.11%

Volatility

HYDB vs. HYLB - Volatility Comparison

The current volatility for iShares High Yield Bond Factor ETF (HYDB) is 1.13%, while Xtrackers USD High Yield Corporate Bond ETF (HYLB) has a volatility of 1.20%. This indicates that HYDB experiences smaller price fluctuations and is considered to be less risky than HYLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYDBHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.20%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

2.93%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

3.70%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.04%

7.47%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.76%

8.18%

-0.42%

HYDB vs. HYLB - Expense Ratio Comparison

HYDB has a 0.35% expense ratio, which is higher than HYLB's 0.15% expense ratio.


Dividends

HYDB vs. HYLB - Dividend Comparison

HYDB's dividend yield for the trailing twelve months is around 7.00%, more than HYLB's 6.49% yield.


PositionTTM2025202420232022202120202019201820172016
HYDB
iShares High Yield Bond Factor ETF
7.00%7.04%6.95%7.00%6.30%4.70%5.81%5.68%6.16%2.70%0.00%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.49%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%

Frequently Asked Questions


With a correlation of 0.96, HYDB and HYLB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HYLB has higher volatility (1.20%) compared to HYDB (1.13%). In terms of maximum drawdown, HYDB dropped -21.58% vs HYLB's -22.91%.

On 5-year performance, HYDB leads with 4.67% vs 4.04% for HYLB. On fees, HYLB is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYDB has performed better with a 4.67% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYLB is cheaper with a 0.15% expense ratio, compared with 0.35% for HYDB.

HYDB has the higher dividend yield at 7.00%, compared with 6.49% for HYLB.

HYDB tracks BlackRock High Yield Defensive Bond Index, while HYLB tracks Solactive USD High Yield Corporates Total Market Index. They also come from different issuers: iShares and DWS. Their fees differ too: 0.35% for HYDB and 0.15% for HYLB.

HYDB currently has the higher Sharpe Ratio (1.91 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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